+322.3%
WULF vs URI
+7,134.6%
-6,812.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +7.6% | -2.0% | +9.5% | +7.9% |
| 30D | -8.6% | -12.9% | +4.3% | -6.7% |
| 3M | -37.0% | -6.7% | -30.2% | -36.2% |
| 6M | +7.4% | +19.0% | -11.6% | +4.7% |
| YTD | +43.7% | +25.5% | +18.2% | +38.8% |
| 1Y | +86.1% | +5.5% | +80.6% | +84.0% |
| 3Y | +733.8% | +111.3% | +622.5% | +672.1% |
| 5Y | -33.6% | +198.6% | -232.1% | -40.4% |
| 10Y | +76.1% | +1,179.9% | -1,103.9% | +39.9% |
| All | +322.3% | +7,134.6% | -6,812.2% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling